Retrieve historical benchmark curve data

riccardop
riccardop Newcomer
in Eikon Data APIs

Hi

I am trying to get data for a benchmark curve (say 0#GBBMK=) so I'm using:

df, e = ek.get_data(['0#GBBMK='], ['MATUR_DATE', 'COUPN_RATE', 'RT_YIELD_1'] )

which gives me the most recent data for the curve.

How do I get the same curve for a different date? I have tried using Sdate and Edate, but I couldn't get it to work. Thanks.

Tagged:

Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @riccardop

    MATUR_DATE, COUPN_RATE and RT_YIELD_1 fields do not support time series.

    You can use Data Item Browser to confirm this.

    image

    I think you can use TR.MIDPRICE and TR.MIDFIELD fields.

    image


    If these fields are not what you are looking for, please contact Refinitiv Content Helpdesk at https://my.refinitiv.com/ to get help on what field you should look for.

Welcome!

It looks like you're new here. Sign in or register to get started.
Sign In
Register

Welcome!

It looks like you're new here. Sign in or register to get started.
Sign In
Register

Quick Links

Categories